JEPI gamma max, delta neutral & open interest levels
As of close · rank #1350 by open interest · snapshot page
JEPI closed 2.4% below its gamma max of 58.01. It is 1.1% below the delta neutral price of 57.27. Total open interest is 29,519, +8.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about JEPI
Where is JEPI's gamma max today?
As of Sep 11, 2026, the gamma max for JEPI is 58.01, +2.4% from the 56.65 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is JEPI above or below its delta neutral price?
JEPI closed below delta neutral: 56.65 against a delta neutral price of 57.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JEPI have?
29,519 contracts of open interest across 114 listed contracts on Sep 11, 2026, +8.2% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.